1) I am happy to inform the list that my problem was finally solved. I
followed the method described to me in a private message (see below) .
But first let me show you my input file again:
\documentclass[a4paper]{article}
\usepackage{makeidx}
\makeindex
\begin{document}
\section{Introduction}
Most Americans know that \index{Alaska} was purchased from
\index{Russia} in 1867 before the discovery of its rich gold deposits.
While the Russian Church had a generally positive influence on Native
Alaskans, the beginning of the Russian period was marked by the
frequent enslavement of the local population by adventurous fur
traders. Male Eskimos (Aleuts), for example, were taken from their
families and deported to the \index{Pribilof Islands}; they were
forced to hunt sea otters and seals for their kidnappers. Most of them
never returned to their starving wives and children. The population of
Aleuts was halved between the middle and the end of the eighteenth
century.
\printindex
\end{document}
2) And here is the instruction I followed:
Let me explain very carefully what I did. First I typeset this code
(using pdflatex) with TeXShop. Then I looked at the pulldown menu item
at the top of the source window right next to the typeset button (this
is NOT the item in the menu bar). I selected MakeIndex in this
pulldown menu. Then I pushed the Typeset button.
Finally, I selected Latex in the pulldown menu and typeset two more
times.
3) Notice that the index is in a separate page, not at the bottom of
the first page.
3) There is more than one way to skin a cat.
Ludwik Kowalski, a retired physicist
5 Horizon Road, apt.2702, Fort Lee, NJ, 07024, USA
Also an amateur journalist at http://csam.montclair.edu/~kowalski/cf/